Passive Fund Benchmark
topic on 1 show · 1 statements across 1 episodes
1 statements about Passive Fund Benchmark, every show
Securities Lending and Index Reconstitution Trades Consistently Beat Passive Benchmarks
“Through a combination of SEC lending and playing the names that the index providers signal in advance are going to be added to or taken out of the index, doing those two things will get you enough marginal revenue that you can beat the index pretty consistentl…”